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Many classification models produce a probability distribution as the outcome of a prediction. This information is generally compressed down to the single class with the highest associated probability. In this paper, we argue that part of…

Machine Learning · Statistics 2021-03-30 Gabriele N. Tornetta

In this paper we study the problem of computing max-entropy distributions over a discrete set of objects subject to observed marginals. Interest in such distributions arises due to their applicability in areas such as statistical physics,…

Data Structures and Algorithms · Computer Science 2013-05-02 Mohit Singh , Nisheeth K. Vishnoi

Multi-instance data, in which each object (bag) contains a collection of instances, are widespread in machine learning, computer vision, bioinformatics, signal processing, and social sciences. We present a maximum entropy (ME) framework for…

Machine Learning · Computer Science 2016-03-15 Behrouz Behmardi , Forrest Briggs , Xiaoli Z. Fern , Raviv Raich

Some general considerations on the notion of entropy in physics are presented. An attempt is made to clarify the question of the differentiation between physical entropy (the Clausius-Boltzmann one) and quantities called entropies…

Statistical Mechanics · Physics 2007-05-23 Roberto Luzzi , Áurea R. Vasconcellos , J. Galvão Ramos

Maximum Entropy is a powerful concept that entails a sharp separation between relevant and irrelevant variables. It is typically invoked in inference, once an assumption is made on what the relevant variables are, in order to estimate a…

Statistical Mechanics · Physics 2018-01-09 Luigi Gresele , Matteo Marsili

We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…

Statistics Theory · Mathematics 2015-09-08 Cristina Butucea , Jean-François Delmas , Anne Dutfoy , Richard Fischer

Probability theory is fundamental for modeling uncertainty, with traditional probabilities being real and non-negative. Complex probability extends this concept by allowing complex-valued probabilities, opening new avenues for analysis in…

Information Theory · Computer Science 2025-03-07 Chan Li , Hejun Xu , Zhu Cao

We derive new upper and lower bounds for probabilities that $r$ or at least $r$ from $n$ events occur. These bounds can turn to equalities. The method is discussed as well. It works for measurable space and measures with sign, too. We also…

Probability · Mathematics 2020-08-12 Andrei N. Frolov

Dependency networks (Heckerman et al., 2000) provide a flexible framework for modeling complex systems with many variables by combining independently learned local conditional distributions through pseudo-Gibbs sampling. Despite their…

Machine Learning · Computer Science 2026-04-02 Kazuya Takabatake , Shotaro Akaho

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

The aim of this paper is to provide several novel upper bounds on the excess risk with a primal focus on classification problems. We suggest two approaches and the obtained bounds are represented via the distribution dependent local…

Statistics Theory · Mathematics 2018-03-13 Nikita Zhivotovskiy

When knowledge is obtained from a database, it is only possible to deduce confidence intervals for probability values. With confidence intervals replacing point values, the results in the set covering model include interval constraints for…

Artificial Intelligence · Computer Science 2013-04-10 Richard E. Neapolitan , James Kenevan

A central problem in uncertainty quantification is how to characterize the impact that our incomplete knowledge about models has on the predictions we make from them. This question naturally lends itself to a probabilistic formulation, by…

Statistical Mechanics · Physics 2018-09-03 Giovanni Dematteis , Tobias Grafke , Eric Vanden-Eijnden

The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

Information Theory · Computer Science 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander

Can we learn more from data than existed in the generating process itself? Can new and useful information be constructed from merely applying deterministic transformations to existing data? Can the learnable content in data be evaluated…

Machine Learning · Computer Science 2026-03-17 Marc Finzi , Shikai Qiu , Yiding Jiang , Pavel Izmailov , J. Zico Kolter , Andrew Gordon Wilson

Minimization of the (regularized) entropy of classification probabilities is a versatile class of discriminative clustering methods. The classification probabilities are usually defined through the use of some classical losses from…

Statistics Theory · Mathematics 2021-12-17 Edouard Genetay , Adrien Saumard , Rémi Coulaud

We study the relative entropy between the empirical estimate of a discrete distribution and the true underlying distribution. If the minimum value of the probability mass function exceeds an $\alpha > 0$ (i.e. when the true underlying…

Statistics Theory · Mathematics 2021-09-21 Alankrita Bhatt , Ankit Pensia

Dynamic processes on networks are fundamental to understanding modern-day phenomena such as information diffusion and opinion polarization on the internet or epidemics spreading through society. However, such processes are notoriously…

Physics and Society · Physics 2025-07-15 Noam Abadi , Franco Ruzzenenti

We introduce a method for the theoretical analysis of exponential random graph models. The method is based on a large-deviations approximation to the normalizing constant shown to be consistent using theory developed by Chatterjee and…

Probability · Mathematics 2013-11-21 Sourav Chatterjee , Persi Diaconis

The relationship between three probability distributions and their maximizable entropy forms is discussed without postulating entropy property. For this purpose, the entropy I is defined as a measure of uncertainty of the probability…

Statistical Mechanics · Physics 2020-10-28 Qiuping A. Wang